What Backtesting Platform do you use?

Discussion in 'Strategy Building' started by Baron, Oct 28, 2005.

What Backtesting Platform do you use?

  1. TradeStation 4.0

    6 vote(s)
    2.9%
  2. TradeStation 2000i

    10 vote(s)
    4.9%
  3. TradeStation 6.0 or higher

    40 vote(s)
    19.4%
  4. Metastock

    8 vote(s)
    3.9%
  5. Wealth Labs (Software)

    29 vote(s)
    14.1%
  6. Wealth Labs (Fidelity)

    3 vote(s)
    1.5%
  7. TickQuest NeoTicker

    17 vote(s)
    8.3%
  8. AmiBroker

    40 vote(s)
    19.4%
  9. TradersStudio

    9 vote(s)
    4.4%
  10. Other

    44 vote(s)
    21.4%
  1. @agtrader777

    Actually, it is possible to specify both range and step WITHOUT changing the code. It can be simply done by using PARAM()
    function http://www.amibroker.com/f?param in place of optimize function arguments. This way step and min-max range can be specified by the user by clicking "Parameters" button and adjusting parameters from the UI (without need to change any code).

    So you write code ONCE and that's it. No further changes are necessary.

    As for password protecting formulas - it is in fact not available as of now. Our intention was to encourage sharing of ideas (on our mailing list) rather than encourage black-box approach. Thanks to our attitude, AmiBroker mailing list and AFL library is full of freely available code for everyone to use and sharing spirit makes our community quite unique.

    Regards,
    Tomasz Janeczko
    amibroker.com
     
    #61     Nov 11, 2005
  2. I Know TS easylanguage and Amibroker AFL are among
    scripting language with largest number of users(wealthlab
    is doing poor take over by fidelity, metastock isn't
    powerful enough, esignal EFS powerful but not well
    developed and documented)

    My question is:
    I was checking quant and recruitive boards, and found
    there isn't any requirement for this users?
    I know scripting languages has some shortcoming like
    abritrage, scalping,... Does not knowing system langauges
    realy put traders at disadvantage in trading industry jobs?
     
    #62     Nov 11, 2005
  3. yes
     
    #63     Nov 11, 2005
  4. Interesting that you say that WLD isn't doing well. I was surprised by the number of people on ET responding that they use WLD. If they had continued independent, I think they would probably have been number 1 instead of number 2 in the poll. There is a new IB adapter (3rd party) coming out soon which will handle historical data as well as a number of other functions. So, all is not dead there from what I hear.

    As far as your question regarding the use of these "toy" scripting languages for quant jobs, I would suggest that serious quants use C or C++ or C# to program their own ideas from the ground up. I don't think TS, WLD, AmiBroker, whatever are in any way whatsoever geared to the needs of the high end trading community.

    FWIW, the only nod I could see in that direction is Quant Developer -- and many of the stronger programmers on the site have suggested they might as well build their own...
     
    #64     Nov 11, 2005
  5. Investor RT. www.linnsoft.com

    Not certain if it can accomplish #3. Call them for specific info, or e-mail to support@linnsoft.com

    You can most certainly access multiple timeframes simultaneously, and multiple instruments in backtesting. (Combine market indexes and equities, various timeframes, etc. etc.) Data is available from a number of vendors. If you want to access intraday for long periods, you'll need to ask the Linnsoft folks for their recommendations. Or, you may well be able to import data if you already have it. The system will import text file data. Investor RT requires no programming skills, and works with its own set of rules, values, etc. Whatever you can dream, you can do.
     
    #65     Nov 11, 2005
  6. Amibroker, thank you for a prompt and insightful response!

    Regards
     
    #66     Nov 11, 2005
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    #67     Nov 12, 2005
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    #68     Nov 12, 2005
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    #69     Nov 13, 2005
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    #70     Nov 13, 2005